Wardy has it right, the way cars get stolen mostly nowadays is simply to get at the keys, or hijack the key signal to create a clone of it.
No amount of plugged in cables prevent theft if the thief gets into your house first to grab the key. The times where you just need to ram a screwdriver into the ignition are long gone, for decades now. There’s no “touching two wires under the steering wheel” either, that’s movie magic for the most part.
So, having it plugged in doesn’t change anything, a thief will just unlock the cable via remote – either the original one, or a clone, copied when you unlocked it last.